+60.3%
FCX vs THC
+46.1%
+14.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.6% | -8.2% | +0.4% |
| 7D | -6.0% | +8.8% | -14.9% | -6.8% |
| 30D | -13.6% | +12.6% | -26.2% | -14.7% |
| 3M | -6.8% | +15.4% | -22.1% | -8.2% |
| 6M | +13.2% | +57.7% | -44.5% | +6.6% |
| YTD | +24.4% | +47.1% | -22.7% | +18.6% |
| 1Y | +60.3% | +40.7% | +19.6% | +53.8% |
| All | +60.3% | +46.1% | +14.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling